Strategy Tester Report
Copernicus_Triple_Crown_USDJPY_M5_V3
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2004.01.01 02:00 - 2026.06.30 23:55 (2004.01.01 - 2026.07.01) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | Basic_setting=""; Slippage=3; MaxSpread=3; Basic_setting2=""; Copernicus="Copernicus_USDJPY_M5_V1"; MagicNumber1=20052801; Lots1=0.5; Basic_setting3=""; Divergence="The_Divergence_USDJPY_M5_V1"; MagicNumber2=20052811; Lots2=0.4; Basic_setting4=""; Utility_Player_JO="Utility_Player_JO_USDJPY_M5_V1"; MagicNumber3=20052821; Lots3=0.7; | ||||
| テストバー数 | 1680112 | モデルティック数 | 388014021 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 変動 | ||
| 純益 | 12500019.03 | 総利益 | 39984582.65 | 総損失 | -27484563.62 |
| プロフィットファクタ | 1.45 | 期待利得 | 2192.60 | ||
| 絶対ドローダウン | 261626.73 | 最大ドローダウン | 610660.97 (4.50%) | 相対ドローダウン | 34.83% (394651.15) |
| 総取引数 | 5701 | 売りポジション(勝率%） | 2791 (71.41%) | 買いポジション(勝率%） | 2910 (75.46%) |
| 勝率(%) | 4189 (73.48%) | 負率 (%) | 1512 (26.52%) | ||
| 最大 | 勝トレード | 147018.22 | 敗トレード | -97445.62 | |
| 平均 | 勝トレード | 9545.14 | 敗トレード | -18177.62 | |
| 最大 | 連勝(金額) | 29 (207537.34) | 連敗(金額) | 6 (-51949.86) | |
| 最大 | 連勝(トレード数) | 268300.00 (11) | 連敗(トレード数) | -293927.59 (5) | |
| 平均 | 連勝 | 4 | 連敗 | 1 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 3751 | 2008.09.24 14:40 | close | 1249 | 0.50 | 105.970 | 107.825 | 104.925 | 12750.00 | 3773545.96 |
| 3752 | 2008.09.24 14:50 | buy | 1250 | 0.70 | 105.853 | 0.000 | 0.000 | ||
| 3753 | 2008.09.24 14:50 | modify | 1250 | 0.70 | 105.853 | 104.553 | 106.253 | ||
| 3754 | 2008.09.24 15:25 | buy | 1251 | 0.50 | 105.762 | 0.000 | 0.000 | ||
| 3755 | 2008.09.24 15:25 | modify | 1251 | 0.50 | 105.762 | 104.162 | 107.062 | ||
| 3756 | 2008.09.24 17:30 | close | 1250 | 0.70 | 105.846 | 104.553 | 106.253 | -490.00 | 3773055.96 |
| 3757 | 2008.09.24 23:15 | close | 1251 | 0.50 | 106.162 | 104.162 | 107.062 | 20000.00 | 3793055.96 |
| 3758 | 2008.09.26 09:35 | sell | 1252 | 0.70 | 105.910 | 0.000 | 0.000 | ||
| 3759 | 2008.09.26 09:35 | modify | 1252 | 0.70 | 105.910 | 107.210 | 105.510 | ||
| 3760 | 2008.09.26 09:55 | close | 1252 | 0.70 | 105.791 | 107.210 | 105.510 | 8330.00 | 3801385.96 |
| 3761 | 2008.09.26 16:20 | sell | 1253 | 0.70 | 105.680 | 0.000 | 0.000 | ||
| 3762 | 2008.09.26 16:20 | modify | 1253 | 0.70 | 105.680 | 106.980 | 105.280 | ||
| 3763 | 2008.09.26 16:45 | close | 1253 | 0.70 | 105.473 | 106.980 | 105.280 | 14490.00 | 3815875.96 |
| 3764 | 2008.09.29 07:35 | buy | 1254 | 0.70 | 106.292 | 0.000 | 0.000 | ||
| 3765 | 2008.09.29 07:35 | modify | 1254 | 0.70 | 106.292 | 104.992 | 106.692 | ||
| 3766 | 2008.09.29 08:40 | close | 1254 | 0.70 | 106.402 | 104.992 | 106.692 | 7700.00 | 3823575.96 |
| 3767 | 2008.09.29 10:15 | sell | 1255 | 0.50 | 106.360 | 0.000 | 0.000 | ||
| 3768 | 2008.09.29 10:15 | modify | 1255 | 0.50 | 106.360 | 107.960 | 105.060 | ||
| 3769 | 2008.09.29 10:50 | close | 1255 | 0.50 | 106.091 | 107.960 | 105.060 | 13450.00 | 3837025.96 |
| 3770 | 2008.09.30 10:40 | sell | 1256 | 0.70 | 104.691 | 0.000 | 0.000 | ||
| 3771 | 2008.09.30 10:40 | modify | 1256 | 0.70 | 104.691 | 105.991 | 104.291 | ||
| 3772 | 2008.09.30 12:45 | sell | 1257 | 0.50 | 105.117 | 0.000 | 0.000 | ||
| 3773 | 2008.09.30 12:45 | modify | 1257 | 0.50 | 105.117 | 106.717 | 103.817 | ||
| 3774 | 2008.09.30 17:48 | s/l | 1256 | 0.70 | 106.006 | 105.991 | 104.291 | -92050.00 | 3744975.96 |
| 3775 | 2008.09.30 19:20 | buy | 1258 | 0.50 | 105.811 | 0.000 | 0.000 | ||
| 3776 | 2008.09.30 19:20 | modify | 1258 | 0.50 | 105.811 | 104.211 | 107.111 | ||
| 3777 | 2008.09.30 20:55 | close | 1258 | 0.50 | 106.303 | 104.211 | 107.111 | 24600.00 | 3769575.96 |
| 3778 | 2008.10.01 00:00 | close | 1257 | 0.50 | 106.125 | 106.717 | 103.817 | -50989.48 | 3718586.49 |
| 3779 | 2008.10.01 00:15 | buy | 1259 | 0.70 | 106.078 | 0.000 | 0.000 | ||
| 3780 | 2008.10.01 00:15 | modify | 1259 | 0.70 | 106.078 | 104.778 | 106.478 | ||
| 3781 | 2008.10.01 02:10 | buy | 1260 | 0.50 | 106.003 | 0.000 | 0.000 | ||
| 3782 | 2008.10.01 02:10 | modify | 1260 | 0.50 | 106.003 | 104.403 | 107.303 | ||
| 3783 | 2008.10.01 03:05 | sell | 1261 | 0.50 | 106.162 | 0.000 | 0.000 | ||
| 3784 | 2008.10.01 03:05 | modify | 1261 | 0.50 | 106.162 | 107.762 | 104.862 | ||
| 3785 | 2008.10.01 03:20 | close | 1260 | 0.50 | 106.156 | 104.403 | 107.303 | 7650.00 | 3726236.49 |
| 3786 | 2008.10.01 03:25 | close | 1259 | 0.70 | 106.188 | 104.778 | 106.478 | 7700.00 | 3733936.49 |
| 3787 | 2008.10.01 05:20 | buy | 1262 | 0.70 | 105.923 | 0.000 | 0.000 | ||
| 3788 | 2008.10.01 05:20 | modify | 1262 | 0.70 | 105.923 | 104.623 | 106.323 | ||
| 3789 | 2008.10.01 05:30 | close | 1261 | 0.50 | 105.843 | 107.762 | 104.862 | 15950.00 | 3749886.49 |
| 3790 | 2008.10.01 07:25 | buy | 1263 | 0.50 | 105.799 | 0.000 | 0.000 | ||
| 3791 | 2008.10.01 07:25 | modify | 1263 | 0.50 | 105.799 | 104.199 | 107.099 | ||
| 3792 | 2008.10.01 07:55 | sell | 1264 | 0.50 | 105.919 | 0.000 | 0.000 | ||
| 3793 | 2008.10.01 07:55 | modify | 1264 | 0.50 | 105.919 | 107.519 | 104.619 | ||
| 3794 | 2008.10.01 08:35 | close | 1263 | 0.50 | 105.990 | 104.199 | 107.099 | 9550.00 | 3759436.49 |
| 3795 | 2008.10.01 08:45 | close | 1262 | 0.70 | 106.051 | 104.623 | 106.323 | 8960.00 | 3768396.49 |
| 3796 | 2008.10.01 16:40 | close | 1264 | 0.50 | 105.965 | 107.519 | 104.619 | -2300.00 | 3766096.49 |
| 3797 | 2008.10.02 02:00 | sell | 1265 | 0.70 | 105.947 | 0.000 | 0.000 | ||
| 3798 | 2008.10.02 02:00 | modify | 1265 | 0.70 | 105.947 | 107.247 | 105.547 | ||
| 3799 | 2008.10.02 04:45 | close | 1265 | 0.70 | 105.813 | 107.247 | 105.547 | 9380.00 | 3775476.49 |
| 3800 | 2008.10.02 15:40 | sell | 1266 | 0.50 | 105.554 | 0.000 | 0.000 | ||
| 3801 | 2008.10.02 15:40 | modify | 1266 | 0.50 | 105.554 | 107.154 | 104.254 | ||
| 3802 | 2008.10.02 17:25 | close | 1266 | 0.50 | 105.198 | 107.154 | 104.254 | 17800.00 | 3793276.49 |
| 3803 | 2008.10.02 20:45 | sell | 1267 | 0.50 | 105.485 | 0.000 | 0.000 | ||
| 3804 | 2008.10.02 20:45 | modify | 1267 | 0.50 | 105.485 | 107.085 | 104.185 | ||
| 3805 | 2008.10.02 22:20 | close | 1267 | 0.50 | 105.141 | 107.085 | 104.185 | 17200.00 | 3810476.49 |
| 3806 | 2008.10.03 07:15 | sell | 1268 | 0.70 | 105.253 | 0.000 | 0.000 | ||
| 3807 | 2008.10.03 07:15 | modify | 1268 | 0.70 | 105.253 | 106.553 | 104.853 | ||
| 3808 | 2008.10.03 10:40 | close | 1268 | 0.70 | 105.148 | 106.553 | 104.853 | 7350.00 | 3817826.49 |
| 3809 | 2008.10.03 22:45 | buy | 1269 | 0.50 | 105.244 | 0.000 | 0.000 | ||
| 3810 | 2008.10.03 22:45 | modify | 1269 | 0.50 | 105.244 | 103.644 | 106.544 | ||
| 3811 | 2008.10.03 23:50 | sell | 1270 | 0.50 | 105.345 | 0.000 | 0.000 | ||
| 3812 | 2008.10.03 23:50 | modify | 1270 | 0.50 | 105.345 | 106.945 | 104.045 | ||
| 3813 | 2008.10.06 00:10 | close | 1270 | 0.50 | 104.964 | 106.945 | 104.045 | 18467.17 | 3836293.65 |
| 3814 | 2008.10.06 07:12 | s/l | 1269 | 0.50 | 103.634 | 103.644 | 106.544 | -80175.07 | 3756118.58 |
| 3815 | 2008.10.07 05:55 | sell | 1271 | 0.70 | 102.211 | 0.000 | 0.000 | ||
| 3816 | 2008.10.07 05:55 | modify | 1271 | 0.70 | 102.211 | 103.511 | 101.811 | ||
| 3817 | 2008.10.07 06:20 | close | 1271 | 0.70 | 102.050 | 103.511 | 101.811 | 11270.00 | 3767388.58 |
| 3818 | 2008.10.07 06:35 | sell | 1272 | 0.50 | 102.576 | 0.000 | 0.000 | ||
| 3819 | 2008.10.07 06:35 | modify | 1272 | 0.50 | 102.576 | 104.176 | 101.276 | ||
| 3820 | 2008.10.07 09:35 | buy | 1273 | 0.50 | 102.699 | 0.000 | 0.000 | ||
| 3821 | 2008.10.07 09:35 | modify | 1273 | 0.50 | 102.699 | 101.099 | 103.999 | ||
| 3822 | 2008.10.07 10:05 | close | 1272 | 0.50 | 102.563 | 104.176 | 101.276 | 650.00 | 3768038.58 |
| 3823 | 2008.10.07 15:05 | close | 1273 | 0.50 | 102.362 | 101.099 | 103.999 | -16850.00 | 3751188.58 |
| 3824 | 2008.10.07 16:05 | sell | 1274 | 0.50 | 102.545 | 0.000 | 0.000 | ||
| 3825 | 2008.10.07 16:05 | modify | 1274 | 0.50 | 102.545 | 104.145 | 101.245 | ||
| 3826 | 2008.10.07 19:00 | buy | 1275 | 0.50 | 102.315 | 0.000 | 0.000 | ||
| 3827 | 2008.10.07 19:00 | modify | 1275 | 0.50 | 102.315 | 100.715 | 103.615 | ||
| 3828 | 2008.10.07 19:30 | close | 1274 | 0.50 | 102.068 | 104.145 | 101.245 | 23850.00 | 3775038.58 |
| 3829 | 2008.10.08 00:50 | sell | 1276 | 0.50 | 101.691 | 0.000 | 0.000 | ||
| 3830 | 2008.10.08 00:50 | modify | 1276 | 0.50 | 101.691 | 103.291 | 100.391 | ||
| 3831 | 2008.10.08 04:40 | close | 1276 | 0.50 | 101.124 | 103.291 | 100.391 | 28350.00 | 3803388.58 |
| 3832 | 2008.10.08 07:54 | s/l | 1275 | 0.50 | 100.710 | 100.715 | 103.615 | -79935.72 | 3723452.87 |
| 3833 | 2008.10.09 05:30 | sell | 1277 | 0.50 | 100.422 | 0.000 | 0.000 | ||
| 3834 | 2008.10.09 05:30 | modify | 1277 | 0.50 | 100.422 | 102.022 | 99.122 | ||
| 3835 | 2008.10.09 12:20 | buy | 1278 | 0.50 | 101.028 | 0.000 | 0.000 | ||
| 3836 | 2008.10.09 12:20 | modify | 1278 | 0.50 | 101.028 | 99.428 | 102.328 | ||
| 3837 | 2008.10.09 13:40 | close | 1277 | 0.50 | 100.537 | 102.022 | 99.122 | -5750.00 | 3717702.87 |
| 3838 | 2008.10.09 13:40 | buy | 1279 | 0.70 | 100.532 | 0.000 | 0.000 | ||
| 3839 | 2008.10.09 13:40 | modify | 1279 | 0.70 | 100.532 | 99.232 | 100.932 | ||
| 3840 | 2008.10.09 13:55 | close | 1279 | 0.70 | 100.688 | 99.232 | 100.932 | 10920.00 | 3728622.87 |
| 3841 | 2008.10.09 15:40 | sell | 1280 | 0.50 | 100.928 | 0.000 | 0.000 | ||
| 3842 | 2008.10.09 15:40 | modify | 1280 | 0.50 | 100.928 | 102.528 | 99.628 | ||
| 3843 | 2008.10.09 16:20 | close | 1278 | 0.50 | 101.065 | 99.428 | 102.328 | 1850.00 | 3730472.87 |
| 3844 | 2008.10.09 18:10 | close | 1280 | 0.50 | 100.450 | 102.528 | 99.628 | 23900.00 | 3754372.87 |
| 3845 | 2008.10.09 21:40 | buy | 1281 | 0.50 | 100.486 | 0.000 | 0.000 | ||
| 3846 | 2008.10.09 21:40 | modify | 1281 | 0.50 | 100.486 | 98.886 | 101.786 | ||
| 3847 | 2008.10.09 22:15 | buy | 1282 | 0.40 | 100.094 | 0.000 | 0.000 | ||
| 3848 | 2008.10.09 22:15 | modify | 1282 | 0.40 | 100.094 | 97.744 | 101.144 | ||
| 3849 | 2008.10.10 02:45 | s/l | 1281 | 0.50 | 98.874 | 98.886 | 101.786 | -80290.80 | 3674082.07 |
| 3850 | 2008.10.10 16:55 | close | 1282 | 0.40 | 99.557 | 97.744 | 101.144 | -21232.64 | 3652849.42 |
| 3851 | 2008.10.10 18:45 | buy | 1283 | 0.50 | 99.586 | 0.000 | 0.000 | ||
| 3852 | 2008.10.10 18:45 | modify | 1283 | 0.50 | 99.586 | 97.986 | 100.886 | ||
| 3853 | 2008.10.10 21:45 | close | 1283 | 0.50 | 99.806 | 97.986 | 100.886 | 11000.00 | 3663849.42 |
| 3854 | 2008.10.13 04:20 | buy | 1284 | 0.70 | 100.054 | 0.000 | 0.000 | ||
| 3855 | 2008.10.13 04:20 | modify | 1284 | 0.70 | 100.054 | 98.754 | 100.454 | ||
| 3856 | 2008.10.13 04:25 | close | 1284 | 0.70 | 100.245 | 98.754 | 100.454 | 13370.00 | 3677219.42 |
| 3857 | 2008.10.13 05:35 | buy | 1285 | 0.70 | 99.969 | 0.000 | 0.000 | ||
| 3858 | 2008.10.13 05:35 | modify | 1285 | 0.70 | 99.969 | 98.669 | 100.369 | ||
| 3859 | 2008.10.13 07:00 | close | 1285 | 0.70 | 100.080 | 98.669 | 100.369 | 7770.00 | 3684989.42 |
| 3860 | 2008.10.13 08:25 | sell | 1286 | 0.50 | 100.095 | 0.000 | 0.000 | ||
| 3861 | 2008.10.13 08:25 | modify | 1286 | 0.50 | 100.095 | 101.695 | 98.795 | ||
| 3862 | 2008.10.13 11:45 | buy | 1287 | 0.50 | 100.483 | 0.000 | 0.000 | ||
| 3863 | 2008.10.13 11:45 | modify | 1287 | 0.50 | 100.483 | 98.883 | 101.783 | ||
| 3864 | 2008.10.13 15:10 | close | 1286 | 0.50 | 100.149 | 101.695 | 98.795 | -2700.00 | 3682289.42 |
| 3865 | 2008.10.13 17:30 | close | 1287 | 0.50 | 100.627 | 98.883 | 101.783 | 7200.00 | 3689489.42 |
| 3866 | 2008.10.13 17:55 | sell | 1288 | 0.40 | 100.707 | 0.000 | 0.000 | ||
| 3867 | 2008.10.13 17:55 | modify | 1288 | 0.40 | 100.707 | 103.057 | 99.657 | ||
| 3868 | 2008.10.14 03:38 | s/l | 1288 | 0.40 | 103.064 | 103.057 | 99.657 | -94733.40 | 3594756.02 |
| 3869 | 2008.10.14 06:35 | buy | 1289 | 0.70 | 102.286 | 0.000 | 0.000 | ||
| 3870 | 2008.10.14 06:35 | modify | 1289 | 0.70 | 102.286 | 100.986 | 102.686 | ||
| 3871 | 2008.10.14 06:45 | close | 1289 | 0.70 | 102.406 | 100.986 | 102.686 | 8400.00 | 3603156.02 |
| 3872 | 2008.10.14 07:05 | buy | 1290 | 0.70 | 102.205 | 0.000 | 0.000 | ||
| 3873 | 2008.10.14 07:05 | modify | 1290 | 0.70 | 102.205 | 100.905 | 102.605 | ||
| 3874 | 2008.10.14 07:10 | close | 1290 | 0.70 | 102.332 | 100.905 | 102.605 | 8890.00 | 3612046.02 |
| 3875 | 2008.10.14 07:35 | buy | 1291 | 0.70 | 102.059 | 0.000 | 0.000 | ||
| 3876 | 2008.10.14 07:35 | modify | 1291 | 0.70 | 102.059 | 100.759 | 102.459 | ||
| 3877 | 2008.10.14 07:50 | close | 1291 | 0.70 | 102.174 | 100.759 | 102.459 | 8050.00 | 3620096.02 |
| 3878 | 2008.10.14 08:55 | sell | 1292 | 0.50 | 102.374 | 0.000 | 0.000 | ||
| 3879 | 2008.10.14 08:55 | modify | 1292 | 0.50 | 102.374 | 103.974 | 101.074 | ||
| 3880 | 2008.10.14 09:55 | close | 1292 | 0.50 | 102.023 | 103.974 | 101.074 | 17550.00 | 3637646.02 |
| 3881 | 2008.10.14 12:40 | buy | 1293 | 0.50 | 102.240 | 0.000 | 0.000 | ||
| 3882 | 2008.10.14 12:40 | modify | 1293 | 0.50 | 102.240 | 100.640 | 103.540 | ||
| 3883 | 2008.10.14 13:45 | close | 1293 | 0.50 | 102.533 | 100.640 | 103.540 | 14650.00 | 3652296.02 |
| 3884 | 2008.10.14 21:45 | buy | 1294 | 0.50 | 101.595 | 0.000 | 0.000 | ||
| 3885 | 2008.10.14 21:45 | modify | 1294 | 0.50 | 101.595 | 99.995 | 102.895 | ||
| 3886 | 2008.10.14 22:30 | sell | 1295 | 0.50 | 101.922 | 0.000 | 0.000 | ||
| 3887 | 2008.10.14 22:30 | modify | 1295 | 0.50 | 101.922 | 103.522 | 100.622 | ||
| 3888 | 2008.10.15 00:10 | close | 1294 | 0.50 | 102.150 | 99.995 | 102.895 | 28066.17 | 3680362.19 |
| 3889 | 2008.10.15 01:45 | buy | 1296 | 0.50 | 102.029 | 0.000 | 0.000 | ||
| 3890 | 2008.10.15 01:45 | modify | 1296 | 0.50 | 102.029 | 100.429 | 103.329 | ||
| 3891 | 2008.10.15 02:30 | close | 1295 | 0.50 | 101.743 | 103.522 | 100.622 | 8382.88 | 3688745.07 |
| 3892 | 2008.10.15 06:30 | sell | 1297 | 0.50 | 101.336 | 0.000 | 0.000 | ||
| 3893 | 2008.10.15 06:30 | modify | 1297 | 0.50 | 101.336 | 102.936 | 100.036 | ||
| 3894 | 2008.10.15 08:00 | close | 1296 | 0.50 | 101.545 | 100.429 | 103.329 | -24200.00 | 3664545.07 |
| 3895 | 2008.10.15 08:55 | sell | 1298 | 0.70 | 101.728 | 0.000 | 0.000 | ||
| 3896 | 2008.10.15 08:55 | modify | 1298 | 0.70 | 101.728 | 103.028 | 101.328 | ||
| 3897 | 2008.10.15 09:25 | close | 1298 | 0.70 | 101.623 | 103.028 | 101.328 | 7350.00 | 3671895.07 |
| 3898 | 2008.10.15 10:10 | buy | 1299 | 0.50 | 101.585 | 0.000 | 0.000 | ||
| 3899 | 2008.10.15 10:10 | modify | 1299 | 0.50 | 101.585 | 99.985 | 102.885 | ||
| 3900 | 2008.10.15 10:55 | close | 1297 | 0.50 | 101.285 | 102.936 | 100.036 | 2550.00 | 3674445.07 |